BNP Paribas Call 400 LOR 20.09.2024
/ DE000PN8XSS4
BNP Paribas Call 400 LOR 20.09.20.../ DE000PN8XSS4 /
| 30/07/2024 10:09:06 |
Chg.-0.16 |
Bid22:00:44 |
Ask22:00:44 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
-11.11% |
-
Bid Size: - |
-
Ask Size: - |
L OREAL INH. E... |
400.00 - |
20/09/2024 |
Call |
Master data
| WKN: |
PN8XSS |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
L OREAL INH. EO 0,2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 - |
| Maturity: |
20/09/2024 |
| Issue date: |
27/09/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
25.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.19 |
| Parity: |
-0.74 |
| Time value: |
1.57 |
| Break-even: |
415.70 |
| Moneyness: |
0.98 |
| Premium: |
0.06 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.21 |
| Spread %: |
15.44% |
| Delta: |
0.48 |
| Theta: |
-0.19 |
| Omega: |
11.92 |
| Rho: |
0.24 |
Quote data
| Open: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.99% |
| 1 Month |
|
|
-53.62% |
| 3 Months |
|
|
-77.39% |
| YTD |
|
|
-82.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.37 |
1.35 |
| 1M High / 1M Low: |
3.22 |
1.35 |
| 6M High / 6M Low: |
7.15 |
1.35 |
| High (YTD): |
06/02/2024 |
7.15 |
| Low (YTD): |
26/07/2024 |
1.35 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.14 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.89 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
205.48% |
| Volatility 6M: |
|
170.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
